+8,362.0%
EOG vs VFC
+1,363.4%
+6,998.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.0% |
| 7D | +7.6% | +1.6% | +6.0% | +7.2% |
| 30D | +3.4% | +25.5% | -22.1% | -2.4% |
| 3M | +12.7% | +41.3% | -28.6% | +3.1% |
| 6M | +19.0% | +22.2% | -3.2% | +10.9% |
| YTD | +55.6% | +16.4% | +39.2% | +44.5% |
| 1Y | +49.5% | +38.4% | +11.1% | +32.4% |
| 3Y | +43.2% | +56.2% | -13.1% | +7.8% |
| 5Y | +111.8% | -68.2% | +180.0% | +144.5% |
| 10Y | +140.4% | -48.4% | +188.7% | +139.0% |
| All | +8,362.0% | +1,363.4% | +6,998.7% | +5,655.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling